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Berndt, Antje [Author]; Duffie, Darrell [Author]; Zhu, Yichao [Author]

Across-the-curve credit spread indices

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  • Media type: E-Article
  • Title: Across-the-curve credit spread indices
  • Contributor: Berndt, Antje [Author]; Duffie, Darrell [Author]; Zhu, Yichao [Author]
  • Published: 2023
  • Published in: Financial markets, institutions & instruments ; 32(2023), 3 vom: Aug., Seite 115-130
  • Language: English
  • DOI: 10.1111/fmii.12172
  • Identifier:
  • Keywords: benchmark ; credit spreads ; floating rates ; LIBOR ; reference rate ; SOFR ; Aufsatz in Zeitschrift
  • Origination:
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  • Access State: Open Access
  • Open Access

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